f_crps: Compute CRPS score

In robertsy/assimilr: Local Ensemble Kalman Particle Filters

Description

CRPS score for a predictive ensemble (O(n*log(n)) Variante) (Author: Marco)

Usage

f_crps(smple, obs)

Arguments

smple	predictive ensemble (a vector)
obs	observed value (a scalar)

Value

the crps score

Examples

set.seed(1)
truth <- 0
n <- 100
f_crps( rnorm(n, truth, 1), truth)
f_crps( rnorm(n, truth, 0.1), truth)
f_crps( rnorm(n, truth+2, 1), truth)
ens.means <- rnorm(n, truth, 1)
plot(density(ens.means)); abline(v=truth)

robertsy/assimilr documentation built on May 27, 2019, 10:33 a.m.